My personal opinion is yes I feel that Lego should include more female characters and they should be different than how they are currently being made.
Most of the female minifigures I see either have boobs and cinched waists printed on them or don't match regular Lego because they're "Friends" type which look like polly pocket doll type figures. They're also all so... girly. Like they wear skirts or dresses, have cleavage showing, include flowers, are in shopping or beauty parlor sets, aren't adventurers, are a halloween witch, or are in bright (usually pink) colors. Often a combination of those things. The male figures look cooler, have more variety in colors, have weapons and armor, and other cool stuff. Where's a girl in armor or a space suit or whatever printed like the males, but with a female head? Doing something adventurous and exciting like the males do?
I personally use the cooler male bodies and put a female head on them. But I don't see why I should have all these headless female bodies and bodyless male heads piling up, except that Lego still needs more female characters.
Also, the part here:
"Also the themes just call for it:
Knights, Pirates, Constructionworkers, Star Wars, LOTR, Hobbit, Superheroes (It's not up to LEGO to create new characters for those...)"
I disagree with Knights (or Castle or Kingdoms) and Pirates there. Knights/Castle/Kingdoms could have girls in them (that aren't the princess) that are female warriors. There absolutely have been female armor-wearing sword-swinging horse-riding women in the past and even if there weren't, why not include women warriors anyway because they're cool. There were also female pirates in real history, yes less common than men, but they existed. And again, even if they didn't - who cares? Female pirates are cool and there should absolutely be female pirates in their sets.